+2,344.1%
LNG vs GWRE
+741.3%
+1,602.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.7% | -13.2% | +8.6% | -1.8% |
| 30D | +3.8% | -18.6% | +22.4% | +7.3% |
| 3M | +16.2% | +18.9% | -2.7% | +9.5% |
| 6M | +11.7% | -11.0% | +22.6% | +10.6% |
| YTD | +44.2% | -29.9% | +74.1% | +50.0% |
| 1Y | +18.6% | -44.3% | +62.9% | +30.1% |
| 3Y | +77.4% | +51.7% | +25.7% | +44.7% |
| 5Y | +232.3% | +15.4% | +216.8% | +184.3% |
| 10Y | +550.1% | +129.4% | +420.7% | +333.9% |
| All | +2,344.1% | +741.3% | +1,602.8% | +1,369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling